+34,247.0%
CTSH vs ED
+729.2%
+33,517.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.1% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +12.4% | -0.1% | +12.5% | +12.4% |
| 3M | +17.4% | +3.9% | +13.4% | +15.5% |
| 6M | -3.1% | -3.0% | 0.0% | -2.2% |
| YTD | -23.6% | +10.7% | -34.3% | -27.3% |
| 1Y | -10.8% | +13.3% | -24.2% | -16.3% |
| 3Y | -8.3% | +34.5% | -42.8% | -21.7% |
| 5Y | -11.3% | +67.1% | -78.5% | -32.4% |
| 10Y | +22.6% | +103.0% | -80.4% | -16.4% |
| All | +34,247.0% | +729.2% | +33,517.8% | +15,044.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling